- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 24.1 +11.8%
- Bloomberg Global Risk On/Risk Off Index 1,895.0 -160.0 points
- Euro/Yen Carry Return Index 131.14 -.34%
- Emerging Markets Currency Volatility(VXY) 10.92 +2.6%
- S&P 500 Implied Correlation 48.5 +3.2%
- ISE Sentiment Index 100.0 -9.0 points
- Total Put/Call .73 +1.4%
- NYSE Arms .56 -52.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.77 +2.22%
- US Energy High-Yield OAS 510.67 -.15%
- European Financial Sector CDS Index 59.90 +2.94%
- Italian/German 10Y Yld Spread 106.0 +1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 59.58 +3.62%
- Emerging Market CDS Index 161.90 +5.31%
- iBoxx Offshore RMB China Corporate High Yield Index 184.88 +.06%
- 2-Year Swap Spread 7.25 -.5 basis point
- TED Spread 15.5 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 -1.5 basis points
- MBS 5/10 Treasury Spread 69.75 +1.75 basis points
- IHS Markit CMBX BBB- 6 73.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.11 -.72%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 96.0 unch.
- China Iron Ore Spot 164.80 USD/Metric Tonne -1.5%
- Citi US Economic Surprise Index 60.0 -2.4 points
- Citi Eurozone Economic Surprise Index 167.20 -4.0 points
- Citi Emerging Markets Economic Surprise Index 65.70 -3.3 points
- 10-Year TIPS Spread 2.06 +2.0 basis points
- 100.0% chance of no change at March 17th meeting, 100.0% chance of no change at April 28th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -100 open in Japan
- China A50 Futures: Indicating -52 open in China
- DAX Futures: Indicating -23 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech sector longs, index hedges and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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